ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	1,034.9	1,036.2	1.3	0.1%	1,021.0
High	1,038.7	1,043.6	4.9	0.5%	1,038.7
Low	1,029.6	1,033.0	3.4	0.3%	1,008.2
Close	1,037.4	1,036.8	-0.6	-0.1%	1,037.4
Range	9.1	10.6	1.5	16.5%	30.5
ATR	13.6	13.4	-0.2	-1.6%	0.0
Volume	58,845	76,361	17,516	29.8%	463,569

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,069.5	1,063.8	1,042.8
R3	1,059.0	1,053.3	1,039.8
R2	1,048.5	1,048.5	1,038.8
R1	1,042.5	1,042.5	1,037.8	1,045.5
PP	1,037.8	1,037.8	1,037.8	1,039.3
S1	1,032.0	1,032.0	1,035.8	1,035.0
S2	1,027.3	1,027.3	1,034.8
S3	1,016.5	1,021.5	1,034.0
S4	1,006.0	1,010.8	1,031.0

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,119.5	1,109.0	1,054.3
R3	1,089.0	1,078.5	1,045.8
R2	1,058.5	1,058.5	1,043.0
R1	1,048.0	1,048.0	1,040.3	1,053.3
PP	1,028.0	1,028.0	1,028.0	1,030.8
S1	1,017.5	1,017.5	1,034.5	1,022.8
S2	997.5	997.5	1,031.8
S3	967.0	987.0	1,029.0
S4	936.5	956.5	1,020.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,043.6	1,008.2	35.4	3.4%	15.5	1.5%	81%	True	False	89,641
10	1,057.0	1,008.2	48.8	4.7%	14.3	1.4%	59%	False	False	91,987
20	1,062.0	1,008.2	53.8	5.2%	12.8	1.2%	53%	False	False	85,066
40	1,062.0	970.6	91.4	8.8%	12.3	1.2%	72%	False	False	85,893
60	1,062.0	938.0	124.0	12.0%	14.0	1.3%	80%	False	False	89,659
80	1,062.0	938.0	124.0	12.0%	12.0	1.1%	80%	False	False	67,276
100	1,062.0	893.4	168.6	16.3%	9.8	0.9%	85%	False	False	53,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,088.8
2.618	1,071.3
1.618	1,060.8
1.000	1,054.3
0.618	1,050.3
HIGH	1,043.5
0.618	1,039.5
0.500	1,038.3
0.382	1,037.0
LOW	1,033.0
0.618	1,026.5
1.000	1,022.5
1.618	1,015.8
2.618	1,005.3
4.250	988.0

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	1,038.3	1,034.0
PP	1,037.8	1,031.3
S1	1,037.3	1,028.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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